I am reminded of the time at a LAN party with my computer, playing Warzone with a friend. It was smelling like computer parts overheating, which my friends noticed. I explained, "It's just my power supply. It gets like that, it's no big deal." Not a minute later, POP. A capacitor exploded in the PSU. I thought it was hilarious once I knew that it was just the power supply and not everything else.

Lesson learned: Don't use crappy, bundled PSUs that come with cheap cases.